Crude Oil Options Volatility Falls to Six-Year Low Below 19%
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Crude options volatility fell below 19 percent for the first time in at least six years as the underlying futures continued to climb.
Implied volatility for at-the-money options expiring in March, a measure of expected price swings in futures and a gauge of options prices, was 18.54 percent on the New York Mercantile Exchange as of 3:40 p.m., compared with 19.25 percent Jan. 18.